+235.4%
SAP vs ALLY
+172.1%
+63.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.9% | -2.1% | -1.8% | -3.3% |
| 30D | +6.5% | +2.0% | +4.5% | +5.9% |
| 3M | +14.7% | -13.3% | +28.0% | +18.9% |
| 6M | +39.9% | -9.9% | +49.8% | +43.3% |
| YTD | -2.0% | -13.5% | +11.6% | +1.0% |
| 1Y | -6.0% | -2.8% | -3.2% | -6.2% |
| 3Y | +67.7% | +63.4% | +4.3% | +41.3% |
| 5Y | +78.8% | -10.9% | +89.7% | +71.8% |
| All | +235.4% | +172.1% | +63.3% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling